The virtual robots in Stage are controlled through the Player. Demo controllers in various languages (currently C++, C, TCL & LISP) are included in the Player distribution.
Try using the Player example client
<player_root>/utils/playerv/playerv to check that you can control
Stage robots and read from their sensors. playerv is a very useful
tool for testing and debugging your controller code.
Client libraries in other languages including Java and Python are also available. Check the website for the latest resources.